If you are running SSMS on your machine, then I don't see why SQLAzureMW does not work for you, since I use SMO just like SSMS does. Check out SQLAzureMW v0.3.0 and see what you get. If that does not work, maybe we can take this offline and figure
out what is going on.

I believe that I might have run into the same problem today. I had a test database in SQL Azure, but SQL Azure did not see it. Yet, when I got into SSMS, I could do a select against sys.databases and see it. I could even connect to it via
SSMS, yet SQL Azure did not see it and I got a login failure when I tried to connect to it from SQLAzureMW. So, I ended up deleting the database from SSMS and then I used SQLAzureMW to create a new database and it worked great. I would suggest
that you delete your database and try again from scratch or just start with a fresh DB name and see what happens.